+177.9%
XOM vs CF
+589.1%
-411.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -2.4% | -0.9% | -1.4% | -2.0% |
| 30D | +5.7% | +18.1% | -12.4% | -0.8% |
| 3M | +6.6% | +23.4% | -16.8% | -1.8% |
| 6M | +7.7% | +17.1% | -9.4% | -0.3% |
| YTD | +36.2% | +76.2% | -40.0% | +7.9% |
| 1Y | +50.5% | +62.3% | -11.8% | +22.5% |
| 3Y | +53.4% | +71.8% | -18.5% | +18.7% |
| 5Y | +254.2% | +234.6% | +19.6% | +100.0% |
| 10Y | +177.9% | +574.3% | -396.4% | +28.8% |
| All | +177.9% | +589.1% | -411.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling